Each of the ways to walk an octave in one direction is called a scale. The note you start at is called the root.

The distance between two sequential notes in a scale is called a scale step. E.g. in the last example the 1st scale step is from the 1st scale note C (root) to the next scale note D, the 2nd scale step is from the 2nd scale note D to the next scale note D♯.